Results 231 to 240 of about 153,055 (297)

Tests for Changes in Count Time Series Models With Exogenous Covariates

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We deal with a parametric change in models for count time series with exogenous covariates specified via the conditional distribution, i.e., with integer generalized autoregressive conditional heteroscedastic models with covariates (INGARCH‐X).
Šárka Hudecová, Marie Hušková
wiley   +1 more source

Time‐Varying Dispersion Integer‐Valued GARCH Models

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We introduce a general class of INteger‐valued Generalized AutoRegressive Conditionally Heteroscedastic (INGARCH) processes by allowing simultaneously time‐varying mean and dispersion parameters. We call such models time‐varying dispersion INGARCH (tv‐DINGARCH) models.
Wagner Barreto‐Souza   +3 more
wiley   +1 more source

Research on the estimation method of crop net primary productivity based on improved CASA model. [PDF]

open access: yesFront Plant Sci
Li W   +7 more
europepmc   +1 more source

Statistically linearized recursive least squares

2010 IEEE International Workshop on Machine Learning for Signal Processing, 2010
This article proposes a new interpretation of the sigmapoint kalman filter (SPKF) for parameter estimation as being a statistically linearized recursive least-squares algorithm. This gives new insight on the SPKF for parameter estimation and particularly this provides an alternative proof for a result of Van der Merwe. On the other hand, it legitimates
Geist, Matthieu, Pietquin, Olivier
openaire   +2 more sources

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